Currently, there is a manual step required in preparing gold standard files for SEGANNO: you have to isolate the reference section and put all the references in one line beforehand.
This step is redundant, as you have already clearly identified the individual references previously in REFANNO. After downloading the tranining file, REFANNO could offer to open the reference data directly in SEGANNO without that intermediate step. Transforming the data is straighforward, here's an implementation in BASH:
cat refanno.xml | perl -0777 -ne 'print for m@<ref(?!</ref).*</ref>@gs' \
| tr '\n\r' ' ' \
| sed -e 's/ *<ref> *//g' \
| sed -e 's/ *<\/ref> */\n/g' \
> seganno.xml